Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47559.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46164.3 Kr¶

PnL: ---------------------------------------> -724.27 Kr¶

DD now: ---------------------------------> -2.202 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 15:22:49.175462'

Anic Portfolio¶

Today¶

Return: -0.885 %¶

This Week¶

Return: -0.738 %¶

Total¶

Return: 55.697 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.730000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 -3.240000 3104.400000 133.400000 4.490000 2971.000006
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Corem Property Group B 59 -1.770000 621.860000 44.860000 7.770000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -1.940000 389.300000 34.300000 9.660000 355.000000
HMS Networks 2 -1.390000 707.200000 34.200000 5.080000 673.000000
MedCap 2 -2.150000 455.000000 34.000000 8.080000 421.000000
Resurs Holding 22 0.290000 605.440000 31.440000 5.480000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.500000 1680.000000 26.000000 1.570000 1653.999996
SAAB B 8 -0.140000 3398.400000 21.400000 0.630000 3377.000000
Norva24 Group 16 -0.400000 562.560000 19.560000 3.600000 543.000000
Intrum 4 -0.220000 545.200000 18.200000 3.450000 527.000000
OEM International B 7 -0.130000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
Swedbank A 3 1.640000 577.800000 13.800000 2.450000 564.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Eastnine 4 -1.570000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Handelsbanken A 5 0.050000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
Nordea Bank Abp 29 0.130000 3448.680000 -5.320000 -0.150000 3453.999992
CTEK 13 -3.100000 520.000000 -14.000000 -2.620000 533.999999
Midsona B 63 -0.660000 565.740000 -17.260000 -2.960000 582.999984
Essity B 2 -1.380000 555.400000 -18.600000 -3.240000 574.000000
International Petroleum Corp. 5 -2.430000 561.000000 -33.570000 -5.650000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -0.790000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -1.530000 3604.900000 -151.100000 -4.020000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.900000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 -3.570000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46164.300000 -724.270000 -2.20159% 46888.564618

Updated:¶

'2023-01-24 15:23:01.402033'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶